Tail estimates for Markovian rough paths (2014)

First Author: Cass Thomas
Attributed to:  Constrained random phenomena using rough paths funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1411.5189

Publication URI: http://arxiv.org/pdf/1411.5189v2.pdf

Type: Journal Article/Review

Parent Publication: arXiv e-prints